+194.4%
JPM vs EXE
+191.4%
+3.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | -0.2% | +8.5% | -8.6% | -1.9% |
| 3M | +15.9% | +5.5% | +10.4% | +14.4% |
| 6M | +20.9% | -5.9% | +26.8% | +21.9% |
| YTD | +12.9% | -9.7% | +22.6% | +14.5% |
| 1Y | +20.3% | +3.6% | +16.7% | +17.9% |
| 3Y | +160.9% | +18.0% | +142.9% | +146.0% |
| 5Y | +154.8% | +109.4% | +45.4% | +107.2% |
| All | +194.4% | +191.4% | +3.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling